# msyrs

A Rust implementation of the [Macrosynergy Python Package](https://github.com/macrosynergy/macrosynergy).

## Status


- Download
    - [x] Get Catalogue
    - [x] Get Generic DQ Time Series
    - [x] Get JPMaQS Indicators as Polars DataFrame
    - [ ] Save to disk functionality
        - [x] Hacky iterative method
        - [ ] Non-hacky way to save to disk

- Utils
    - [ ] Reduce DF
    - [ ] Apply Blacklist
    - [ ] Update DF

- Panel
    - [ ] Historic Volatility
    - [ ] Linear Composites
    - [ ] Make Relative Value
    - [ ] Imputers
    - [ ] Panel Calculator !?!